bid_funding_median_z_extreme_fade

63

closed trades

43%

win rate

+14.40

total pnl ($)

1.291

weight

7d window — n=7 wr=57% pnl=+6.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 12:48:38 (37.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: ask

n: 189 · wr: 43.4% · total_bps: -1777.6 · mean_bps: -9.41 · sharpe: -0.14 · max_dd_bps: -1991.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-24 23:57	BTC	Buy	60841→61057.9	+1.33	timeout
06-24 22:53	BTC	Buy	61006.1→60801	-2.13	timeout
06-24 21:49	BTC	Buy	60984→61036.9	-0.01	timeout
06-24 20:07	BTC	Buy	59846→60745	+7.07	take_profit
06-24 19:30	BTC	Buy	59661→59792	+0.66	timeout
06-23 12:44	BTC	Buy	62555.1→62304.9	-2.44	timeout
06-23 11:37	BTC	Buy	62273.1→62549.9	+1.78	timeout
06-15 20:23	BTC	Buy	66533.3→66529.7	-0.48	timeout
06-15 19:16	BTC	Buy	66803.3→66830.7	-0.25	timeout
06-15 18:16	BTC	Buy	66907.3→66823.7	-1.08	timeout
06-15 17:14	BTC	Buy	67243.4→66843.7	-3.43	timeout
06-15 16:13	BTC	Buy	66604.3→67231.6	+4.26	timeout
06-14 15:59	BTC	Buy	63959.2→63993.8	-0.18	timeout
06-14 14:55	BTC	Buy	64275.2→63890.8	-3.44	timeout
06-14 13:45	BTC	Buy	64304.2→64335.8	-0.20	timeout
06-14 07:28	BTC	Buy	64327.2→64344.8	-0.31	timeout
06-14 06:25	BTC	Buy	64309.2→64323.8	-0.34	timeout
06-14 05:21	BTC	Buy	64485.2→64328.8	-1.66	timeout
06-14 04:20	BTC	Buy	64509.2→64489.8	-0.60	timeout
06-13 17:01	BTC	Buy	64265.2→63970.8	-2.74	timeout
06-11 01:07	BTC	Buy	61627.1→61894.9	+1.72	timeout
06-10 10:32	BTC	Buy	61206.1→61385.9	+1.02	timeout
06-10 09:20	BTC	Buy	61473.1→60882.5	-5.25	stop_loss
06-07 09:04	BTC	Buy	62365.1→62771.9	+2.81	timeout
06-07 02:45	BTC	Buy	61405.1→61366.9	-0.76	timeout
06-06 14:18	BTC	Buy	60948→60888	-0.94	timeout
06-06 13:14	BTC	Buy	60998→60967	-0.70	timeout
06-06 12:14	BTC	Buy	60581→60992	+2.94	timeout
06-06 02:52	BTC	Buy	61046.1→61127.9	+0.22	timeout
06-06 01:09	BTC	Buy	61429.1→61312.9	-1.40	timeout
06-05 22:23	BTC	Buy	61607.1→61542.9	-0.97	timeout
06-05 20:08	BTC	Buy	59746→60637	+7.01	take_profit
06-05 16:14	BTC	Buy	59937→60845	+7.12	take_profit
06-05 15:36	BTC	Buy	60970→60362.8	-5.43	stop_loss
06-05 15:26	BTC	Buy	60403→60975	+4.29	timeout
06-05 12:03	BTC	Buy	62224.1→61626.1	-5.26	stop_loss
06-05 11:33	BTC	Buy	62611.1→62268.9	-3.18	timeout
06-05 10:21	BTC	Buy	62982.1→62586.9	-3.59	timeout
06-05 09:19	BTC	Buy	62602.1→63010.8	+2.82	timeout
06-05 07:30	BTC	Buy	61441.1→62356.9	+7.00	take_profit
06-05 07:26	BTC	Buy	61519.1→62051.9	+3.88	timeout
06-04 16:32	BTC	Buy	64009.2→63475.8	-4.62	timeout
06-04 14:52	BTC	Buy	63761.2→63793.8	-0.19	timeout
06-04 14:10	BTC	Buy	63561.2→64341.8	+5.69	timeout
06-04 12:23	BTC	Buy	62265.1→63192.8	+7.00	take_profit
06-04 10:30	BTC	Buy	62971.1→62365.7	-5.26	stop_loss
06-04 03:31	BTC	Buy	63330.2→64286.8	+7.10	take_profit
06-04 02:02	BTC	Buy	62327.1→61729	-5.25	stop_loss
06-01 05:23	BTC	Buy	73408.3→73474.7	+0.00	timeout
05-31 01:06	BTC	Buy	73833.3→74091.7	+1.30	timeout
05-27 17:23	BTC	Sell	75030.2→75035.8	-0.48	timeout
05-27 16:22	BTC	Sell	75257.2→75054.8	+0.90	timeout
05-27 10:31	BTC	Buy	75770.2→75970.8	+0.88	timeout
05-27 09:31	BTC	Buy	75976.2→75777.8	-1.75	timeout
05-27 01:00	BTC	Sell	75911.2→76061.8	-1.44	timeout
05-26 21:27	BTC	Sell	76096.2→76022.8	+0.03	timeout
05-26 20:26	BTC	Sell	75863.2→76018.8	-1.47	timeout
05-26 19:25	BTC	Sell	76210.2→75859.8	+1.85	timeout
05-26 18:24	BTC	Sell	76146.2→76223.8	-0.96	timeout
05-26 17:24	BTC	Sell	76463.2→76163.8	+1.51	timeout
05-26 00:52	BTC	Sell	77286.1→76632.1	+0.00	stop_loss
05-25 21:19	BTC	Sell	77441.1→77294.9	+0.50	timeout
05-25 15:38	BTC	Buy	77549.9→77606.1	-0.09	timeout

Paper (trades.jsonl)

63

closed

43%

win rate

+14.40

total pnl ($)

+4.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	63	43%	+4.6	+14.40

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 63 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)